市场存量择时的小市值策略:年化收益率（14.55%）
基于市场存量择时的小市值策略
概要
核心指标
- 累计收益率: 139.99%
- 年化收益率: 14.55%
- 基准收益率: 8.62%
- 阿尔法: 0.13
- 夏普比率: 0.64
- 最大回撤: 19.36%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 甘源食品(002991.SZ) | 40.082021311475 | 0 | 3 | 37.84 | 0 | -8369.33/-3.423% |
| 2026-09-11 | 技源集团(603262.SH) | 18.705609923664 | 0 | 3 | 16.74 | 0 | -17889.49/-7.301% |
| 2026-09-11 | 天富龙(603406.SH) | 30.309090123457 | 0 | 3 | 30.37 | 0 | 8026.37/3.269% |
| 2026-09-11 | 湘佳股份(002982.SZ) | 13.664097790055 | 0 | 3 | 12.78 | 0 | -7857.17/-3.177% |
| 2026-09-11 | 敷尔佳(301371.SZ) | 21.53645877193 | 0 | 3 | 20.41 | 0 | -7825.63/-3.187% |
| 2026-09-11 | 聚力文化(002247.SZ) | 2.5407619877049 | 0 | 3 | 2.41 | 0 | -6906.37/-2.785% |
| 2026-09-11 | 三态股份(301558.SZ) | 6.80204 | 0 | 3 | 6.4 | 0 | -7633.44/-3.117% |
| 2026-09-11 | 中机认检(301508.SZ) | 24.757425510204 | 0 | 3 | 23.78 | 0 | -3012.77/-1.242% |
| 2026-09-11 | 中集环科(301559.SZ) | 13.313992934783 | 0 | 3 | 12.85 | 0 | 3054.53/1.247% |
| 2026-09-11 | 新亚电缆(001382.SZ) | 16.905070344828 | 0 | 3 | 16.37 | 0 | -6743.52/-2.751% |
交易详情
| 2026-09-11 | 新亚电缆(001382.SZ) | 卖 | -14500 | 16.23 | -235335 | ¥305.94 | -9788.52 |
| 2026-09-11 | 天富龙(603406.SH) | 卖 | -8100 | 31.06 | -251586 | ¥327.06 | 6082.37 |
| 2026-09-11 | 三态股份(301558.SZ) | 卖 | -36000 | 6.59 | -237240 | ¥308.41 | -7633.44 |
| 2026-09-11 | 聚力文化(002247.SZ) | 卖 | -97600 | 2.47 | -241072 | ¥313.39 | -6906.37 |
| 2026-09-11 | 甘源食品(002991.SZ) | 卖 | -6100 | 38.58 | -235338 | ¥305.94 | -9162.33 |
| 2026-09-11 | 敷尔佳(301371.SZ) | 卖 | -11400 | 20.8 | -237120 | ¥308.26 | -8395.63 |
| 2026-09-11 | 技源集团(603262.SH) | 卖 | -13100 | 17.14 | -224534 | ¥291.89 | -20509.49 |
| 2026-09-11 | 中机认检(301508.SZ) | 卖 | -9800 | 24.05 | -235690 | ¥306.4 | -6932.77 |
| 2026-09-11 | 中集环科(301559.SZ) | 卖 | -18400 | 13.43 | -247112 | ¥321.25 | 2134.53 |
| 2026-09-11 | 湘佳股份(002982.SZ) | 卖 | -18100 | 13.23 | -239463 | ¥311.3 | -7857.17 |
